-73.1%
SMR vs SYY
+1.0%
-74.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | +4.4% | -2.3% | +6.7% | +4.6% |
| 30D | +3.4% | -4.9% | +8.4% | +3.7% |
| 3M | -19.2% | +8.4% | -27.5% | -20.8% |
| 6M | -22.6% | -7.4% | -15.3% | -23.3% |
| YTD | -31.5% | +11.0% | -42.5% | -30.3% |
| 1Y | -73.1% | -0.2% | -72.8% | -72.7% |
| All | -73.1% | +1.0% | -74.0% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SYY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling